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Credit Risk Model Validation Manager

Employer
Harnham
Location
South East London, UK
Salary
Competitive
Closing date
Aug 21, 2019

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Job Role
Risk Manager
Sector
Finance
Contract Type
Permanent
Hours
Full Time
Credit Risk Model Validation Manager London Up to £65,000 plus benefits Are you interested in an exciting opportunity within Credit Risk as a Credit Risk Model Validator? This is your chance to join one of the largest Challenger banks in the UK and be responsible for the assessment of models servicing a wide range of activities across the Bank. THE COMPANY You will be working for a Challenger Bank who are creating fear within the big banks for the innovative products they now offer. DAY TO DAY RESPONSIBILITIES Independent evaluation of Risk Models. This will include PD, EAD, LGD and IFRS9. You will take control of the assessment and approval of all new model developments and any changes that need to be made to existing models. Qualitative reviews of model development and quantitative review of model performance. Co-ordination with internal and external stakeholders. WHAT IS REQUIRED FROM YOU? Graduate level qualification in a numerical degree or a related quant field. Experience in the development and validation of Credit Risk models (Retail, SME or Wholesale) Team management and leadership experience Exposure to Basel 2 regulatory framework within practical applications Ability to understand and interpret regulatory requirements and explain these adequately to stakeholders and senior management. BENEFITS You should expect to earn up to £65,000 plus a competitive benefits package and visa sponsorship HOW TO APPLY? Please register your interest by sending your CV via the Apply link on this page. KEYWORDS Retail Model Validation - Model building - Model Validation - SAS - Risk Models - EAD - Exposure at Default - PD - Probability of Default - LGD - Loss Given Default - IFRS9 - IFRS 9 - Stakeholder - Management - Manager - Credit Risk Manager - Basel 2 - Regulatory Framework

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